+101.7%
FICO vs RRC
+156.2%
-54.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.6% |
| 7D | -19.2% | +1.3% | -20.5% | -19.3% |
| 30D | -14.6% | +10.1% | -24.7% | -15.8% |
| 3M | -20.1% | +4.0% | -24.1% | -20.7% |
| 6M | -36.3% | +1.6% | -37.9% | -36.8% |
| YTD | -44.9% | +19.7% | -64.6% | -46.8% |
| 1Y | -38.6% | +21.4% | -60.0% | -41.2% |
| 3Y | +4.0% | +29.7% | -25.7% | -2.6% |
| All | +101.7% | +156.2% | -54.6% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling